Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.014865 0.016828 0.018969 0.021481 0.024352 0.027535 0.031337
2024-10-20 0.011520 0.014121 0.017208 0.021154 0.026082 0.032054 0.039877
2024-10-27 0.009465 0.012227 0.015692 0.020382 0.026600 0.034608 0.045784
2024-11-03 0.008588 0.011586 0.015528 0.021125 0.028929 0.039515 0.055111
2024-11-10 0.007859 0.011007 0.015312 0.021685 0.030970 0.044147 0.064516
2024-11-17 0.007257 0.010506 0.015111 0.022185 0.032907 0.048758 0.074353
2024-11-24 0.006546 0.009757 0.014453 0.021909 0.033616 0.051570 0.081720
2024-12-01 0.005965 0.009134 0.013903 0.021708 0.034372 0.054467 0.089478
2024-12-08 0.005475 0.008594 0.013416 0.021535 0.035118 0.057375 0.097523
2024-12-15 0.005199 0.008361 0.013378 0.022065 0.037040 0.062365 0.109649
2024-12-22 0.004806 0.007900 0.012925 0.021847 0.037656 0.065174 0.118200
2024-12-29 0.004629 0.007778 0.013015 0.022555 0.039933 0.071087 0.133087
2025-01-05 0.004194 0.007187 0.012275 0.021760 0.039478 0.072108 0.138998
2025-01-12 0.003878 0.006779 0.011815 0.021424 0.039837 0.074674 0.148259
2025-01-19 0.003528 0.006279 0.011150 0.020642 0.039259 0.075371 0.153792
2025-01-26 0.003433 0.006231 0.011294 0.021395 0.041723 0.082261 0.173052
2025-02-02 0.003318 0.006137 0.011343 0.021962 0.043867 0.088725 0.192221
2025-02-09 0.003204 0.006033 0.011362 0.022469 0.045933 0.095235 0.212328
2025-02-16 0.003005 0.005749 0.011011 0.022190 0.046317 0.098203 0.224698
2025-02-23 0.002831 0.005501 0.010710 0.021986 0.046838 0.101513 0.238283
2025-03-02 0.002674 0.005276 0.010435 0.021811 0.047400 0.104963 0.252646
2025-03-09 0.002601 0.005215 0.010489 0.022348 0.049608 0.112405 0.277940
2025-03-16 0.002459 0.005001 0.010211 0.022127 0.050056 0.115768 0.293236